Pages that link to "Item:Q2442794"
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The following pages link to Robust estimation of efficient mean-variance frontiers (Q2442794):
Displaying 9 items.
- A robust heuristic for the optimal selection of a portfolio of stocks (Q606610) (← links)
- Robust mean-variance portfolio through the weighted \(L^p\) depth function (Q827128) (← links)
- Robust dependence modeling for high-dimensional covariance matrices with financial applications (Q1624844) (← links)
- ON THE UNBIASED ESTIMATOR OF THE EFFICIENT FRONTIER (Q3067764) (← links)
- Portfolio Selection with Robust Estimation (Q3100367) (← links)
- Sensitivity analysis and robust regression in investment performance evaluation (Q3313558) (← links)
- ROBUSTIFIED EXPECTED MAXIMUM PRODUCTION FRONTIERS (Q4993891) (← links)
- Robust portfolio optimization for banking foundations: a CVaR approach for asset allocation with mandatory constraints (Q6161249) (← links)
- Robust asset allocation with conditional value at risk using the forward search (Q6576844) (← links)